Succinct information on each EU country is available on the EU's EHIC website and in the apps you can download there. Specifically, in France, you should contact the local CPAM (caisse primaire d'assurance maladie). There is at least one CPAM per département and they generally have offices in all middle-size towns. To look up yours, you can use ameli.fr (enter your postal code in the “Votre caisse” widget on the right-end side) or simply look up “your town + CPAM” or “your département + CPAM” on a web search engine.
At the national level, EU/international insurance agreements are handled by an organization called CLEISS (Centre des liaisons européennes et internationales de sécurité sociale). There is some additional information on their website and you could try to contact them if needed.
Note that with an EHIC you are covered up to the same level than the locals, which means that in France you won't get a full refund. There is a copay (ticket modérateur of €7-8 for a general practitioner visit) and prescription medicines are only refunded partly (typically between 15% and 65% with some additional niceties). Furthermore, a few GP and other physicians are “conventionné secteur 2”, which means they charge more than the national agreed-upon rate. The difference between that rate and what they actually charge isn't covered either (a “non-conventionné” physician is even worse but that's extremely rare, just avoid them – not that you should in any case be informed of the rate and of what the “sécurité sociale” will cover).
I am not sure but I think your insurance in Denmark and/or a private travel insurance might cover the remaining costs. Also, you did not specify what your status was in France or why you needed medical treatment but note that work accidents are handled separately and, if recognized as such, might entitle you to 100% compensation for all medical costs.